Course 4203/5203: Mathematical Probability

Fall 2006

Contact Details: Dr. Ayona Chatterjee, Room 326, Boyd Building

Email: achatter@westga.edu

Office Phone # 678-839-4142

Office Hours: Tuesday Thursday – 12:30pm to 2:00 pm and 3:30pm-5:00pm

Wednesday - 11:00 am to 3:00 pm

Any change in office hours will be notified in class

Course Number: MATH 4213/5213

Course Title: Mathematical Probability

Hours Credit: 3 hours

Prerequisites: MATH 2853 and 3063

Course Description: A calculus based statistics course with a strong emphasis on probability theory. Exercises are both theoretical and applied, including both discrete and continuous probability distributions such as the Binomial, Geometric, Hypergeometric, Poisson, Normal, Beta and Gamma. The course provides the underlying theory and mathematically derived techniques of Statistics.

Text: Mathematical Statistics with Applications (Seventh Edition)

Author: John E. Freund

Learning Outcomes: Students should be able to demonstrate:

1. Recognize and describe discrete and continuous random variables
2. Find probabilities associated with discrete and continuous random variables
3. Use the notation and the language associated with probability
4. Use basic rules of probability
5. Use expected value to find the mean and variance of discrete and continuous random variables
6. Understand the interplay of probability and statistical inference
7. Apply Central Limit Theorem.

Syllabus

2.1 Introduction

2.2 Sample Spaces

2.3 Events

2.4 Probability of an Event

2.5 Some Rules of Probability

2.6 Conditional Probability

2.7 Independent Events

2.9 The Theory in Practice

Chapter 3: Probability Distributions and Probability Densities

All sections

Chapter 4: Mathematical Expectation

All sections

5.3 Bernoulli Distribution

5.4 Binomial Distribution

5.5 Negative Binomial and Geometric Distribution

5.6 Hypergeometric Distribution

5.7 Poisson Distribution

5.8 Multinomial Distribution

6.2 Uniform Distribution

6.3 Gamma, Exponential and Chi-Square Distributions

6.4 The Beta Distribution

6.5 The Normal Distribution

• There will be 3 tests + one compulsory final. Test dates will be announced in advance in the class.
• The final will be on Tuesday 5^th of Dec between 5:30 pm to 7:30pm. The final will NOT be comprehensive.
• Every week, there will be either a small quiz in class or take home questions, which will contribute to your final grade.
• You are expected to do the take home questions by yourself, without outside help. Students cheating, assisting in cheating or found indulging in plagiarism will be given a failing grade in that test or quiz or exam.
• Each student will have a small project to complete for the course. Project topics will be discussed in class and projects will be due back before the thanksgiving break.
• You can drop your lowest quiz score only.
• There is NO extra credit or make up tests available for this course.
• You can come and see me during my office hours or by appointment if you have any problems.
• If using email, you must use your university email account (@westga.edu) for any communication; also check your university email account for any announcement regarding the class.
• Do not miss class, as this will make it extremely difficult for you to follow the material taught in the next class.

Grading:

40% test scores + 40% quiz scores + 20% project

Grading Scale:

• A= 85 to100%
• B= 75 to < 85%
• C= 65 to < 75%
• D= 55 to < 65%
• F= below 55%